The same moron that calls a video "so you need proof" where he tested audio cables by connecting them to the RF input of a tuner like an antenae and then exclaims " this is a lousy audio cable because it picks up more RF noise". Next he will try different interconects to boost his dead pickup and the ones that take the longest to burn up will be the best audio cable.
Shielding does matter for cables though, esp. interconnect. But the usual foil and braid shielding already works very well in most of the cables. Also, folks are usually listening to music at home instead of industrial area.
And then, the video seems to be talking about speaker cables which matters even less. Unless you run speaker cables along power lines, I don't think that bit of RF noise matters.